-5.8%
QBTS vs DLTR
+27.9%
-33.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.6% | -2.4% |
| 7D | -10.5% | +5.3% | -15.8% | -11.3% |
| 30D | -20.5% | +13.4% | -33.9% | -22.6% |
| 3M | -54.3% | +6.6% | -60.9% | -55.1% |
| 6M | -55.4% | +59.1% | -114.5% | -59.8% |
| YTD | -63.4% | +12.3% | -75.7% | -64.9% |
| 1Y | -59.1% | +33.9% | -93.0% | -62.1% |
| 3Y | +1,216.8% | +23.0% | +1,193.8% | +1,086.1% |
| 5Y | -2.6% | +22.1% | -24.8% | -12.5% |
| All | -5.8% | +27.9% | -33.7% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling